Anic Equity¶

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Total return since start: 0.628 %¶

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Equity now: -----------------------------> 49719.56 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43681.39 Kr¶

PnL: ---------------------------------------> -1194.19 Kr¶

DD now: ---------------------------------> -6.402 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 11:42:16.441149'

Anic Portfolio¶

Today¶

Return: 0.287 %¶

This Week¶

Return: -2.033 %¶

Total portfolio value¶

Return including deposits: 62.769 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.410000 1520.550000 97.550000 6.860000 1423.000014
Hennes & Mauritz B 6 -1.060000 915.240000 3.240000 0.360000 912.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
Nederman Holding 1 -4.270000 202.000000 3.000000 1.510000 199.000000
JM 7 1.040000 949.900000 -0.100000 -0.010000 950.000002
Eastnine 6 -0.370000 654.000000 -3.000000 -0.460000 657.000000
ASSA ABLOY B 4 -0.240000 986.400000 -6.600000 -0.660000 993.000000
Atrium Ljungberg B 5 0.110000 895.000000 -9.000000 -1.000000 904.000000
Biotage 1 -1.730000 139.550000 -9.450000 -6.340000 149.000000
INVISIO 15 0.210000 3562.500000 -9.500000 -0.270000 3571.999995
Bufab 3 0.450000 1064.400000 -11.600000 -1.080000 1076.000001
OX2 12 -1.060000 897.000000 -12.000000 -1.320000 909.000000
AcadeMedia 20 -0.820000 962.000000 -16.000000 -1.640000 978.000000
BioGaia B 8 0.910000 888.000000 -16.000000 -1.770000 904.000000
Vitrolife 3 0.460000 660.000000 -17.000000 -2.510000 677.000001
Gränges 10 0.290000 1021.000000 -18.000000 -1.730000 1039.000000
Latour B 4 -1.320000 836.800000 -19.200000 -2.240000 856.000000
Investor B 3 -0.160000 636.600000 -21.400000 -3.250000 657.999999
Vitec Software Group B 2 -2.080000 1082.000000 -22.000000 -1.990000 1104.000000
SKF B 5 0.660000 954.750000 -25.250000 -2.580000 980.000000
Sandvik 4 0.290000 820.800000 -27.200000 -3.210000 848.000000
Hexatronic Group 15 -0.110000 1043.400000 -27.600000 -2.580000 1071.000000
Byggmax Group 33 0.210000 937.860000 -29.140000 -3.010000 966.999990
Creaspac SPAC 40 -0.210000 3804.000000 -30.000000 -0.780000 3834.000000
Sagax A 4 -1.830000 856.000000 -30.000000 -3.390000 886.000000
Sagax B 4 -1.520000 854.800000 -30.200000 -3.410000 885.000000
Addnode Group B 7 -1.500000 874.300000 -30.700000 -3.390000 904.999998
Alimak Group 12 0.120000 973.200000 -33.800000 -3.360000 1007.000004
Hoist Finance 36 0.000000 972.000000 -39.000000 -3.860000 1010.999988
Platzer Fastigheter Holding B 12 -0.260000 906.000000 -45.000000 -4.730000 951.000000
EQT 4 -2.500000 828.000000 -45.000000 -5.150000 873.000000
HEXPOL B 8 -3.910000 904.800000 -52.200000 -5.450000 957.000000
Catena 2 -0.480000 752.800000 -53.200000 -6.600000 806.000000
Orrön Energy 170 -3.310000 1986.450000 -59.550000 -2.910000 2045.999980
Hexagon B 26 -0.810000 3356.600000 -63.400000 -1.850000 3420.000012
VEF 788 -1.040000 1793.490000 -109.510000 -5.750000 1903.000300
Sedana Medical 93 1.520000 2604.000000 -379.580000 -12.720000 2983.577733
TOTAL 43681.390000 -1194.190000 -6.40205% 44875.578016

Updated:¶

'2023-06-21 11:42:33.643797'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶